On Stein factors for Laplace approximation and their application to random sums

Barman, Kalyan; Upadhye, Neelesh S.

doi:10.1016/j.spl.2023.109996

Statistics & Probability Letters

2024

DOI: 10.1016/j.spl.2023.109996

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On Stein factors for Laplace approximation and their application to random sums

Kalyan Barman,

Neelesh S. Upadhye

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2024

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Cited by 1 publication

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The exponential non-uniform bound on the half-normal approximation for the number of returns to the origin

Siripraparat,

Jongpreechaharn

2024

MATH

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<abstract>This research explored the number of returns to the origin within the framework of a symmetric simple random walk. Our primary objective was to approximate the distribution of return events to the origin by utilizing the half-normal distribution, which is chosen for its appropriateness as a limit distribution for nonnegative values. Employing the Stein's method in conjunction with concentration inequalities, we derived an exponential non-uniform bound for the approximation error. This bound signifies a significant advancement in contrast to existing bounds, encompassing both the uniform bounds proposed by Döbler [<xref ref-type="bibr" rid="b1">1</xref>] and polynomial non-uniform bounds presented by Sama-ae, Chaidee, and Neammanee [<xref ref-type="bibr" rid="b2">2</xref>], and Siripraparat and Neammanee [<xref ref-type="bibr" rid="b3">3</xref>].</abstract>

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The exponential non-uniform bound on the half-normal approximation for the number of returns to the origin

Siripraparat,

Jongpreechaharn

2024

MATH

View full text Add to dashboard Cite

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On Stein factors for Laplace approximation and their application to random sums

Cited by 1 publication

References 11 publications

The exponential non-uniform bound on the half-normal approximation for the number of returns to the origin

The exponential non-uniform bound on the half-normal approximation for the number of returns to the origin

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